gentle 发表于 2025-3-28 17:38:35

0172-5939 evious knowledge about the subject was assumed, but the presen­ tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica­ tions outside mathematics, there are many fruitful con

含铁 发表于 2025-3-28 21:42:08

Diffusions,he velocity of the fluid at the point x at time t, then a reasonable mathematical model for the position X. of the particle at time t would be a stochastic differential equation of the form . where W. ∈ ℝ. denotes “white noise” and σ(t,x) ∈ ℝ..

acquisition 发表于 2025-3-28 22:53:40

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查看完整版本: Titlebook: Stochastic Differential Equations; An Introduction with Bernt Øksendal Textbook 19851st edition Springer-Verlag Berlin Heidelberg 1985 Diff